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Model[Asset_Swap]

"Model[Asset Swap]" is a special type of Model that represents all modelling assumptions needed in valuation algorithms concerning objects of type Asset Swap.

The following quantities may be also calculated and reported along the price.
Bond Cash Flows
Set containing detailed information about the asset swap's bond coupon leg cash flows as they conveyed directly from QuantLib.
It holds an object of type
Set where each row corresponds to a cash flow.
Bond Extra Cash Flows
Set containing detailed information about any upfront and final cash flows associated with the bond leg as they conveyed directly from QuantLib.
It holds an object of type
Set where each row corresponds to a bullet cash flow.
Fair Clean Price
Refers to the output of QuantLib's fairCleanPrice function.
Fair Non Par Repayment
Refers to the output of QuantLib's fairNonParRepayment function.
Fair Spread
Refers to the output of QuantLib's fairSpread function.
Floating Leg BPS
Refers to the output of QuantLib's floatingLegBPS function.
Floating Leg NPV
Refers to the output of QuantLib's floatingLegNPV function.
Ibor Cash Flows
Set containing detailed information about the asset swap's ibor leg cash flows as they are conveyed directly from QuantLib.
It holds an object of type
Set where each row corresponds to a cash flow.
Ibor Extra Cash Flows
Set containing detailed information about any upfront and final cash flows associated with the ibor leg as they conveyed directly from QuantLib.
It holds an object of type
Set where each row corresponds to a bullet cash flow.
Price
The output refers to the price of the referenced tradable contract.